I love long sleeved pajamas with feet! First of all, kids are so incredibly cute in them!

Plus, I feel like they will stay warm even if the blanket gets off them.
My last child seemed to always get the blanket off him. I would go in to check on him and cover him back up, then a few minutes later he would wake up "mad".
If your temperature is set comfortably, and he has cozy pajamas, he should be fine even without blankets.